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Margin purchases, short sales and stock return volatility in China : evidence from the COVID-19 outbreak

Lin, Yongjia; Wang, Yizhi; Fu, Xiaoqing - In: Finance research letters 46 (2022) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10013341459

The existence and severity of the forward premium puzzle during tranquil and turbulent periods : developed versus developing country currencies

Shehadeh, Ali; Li, Youwei; Vigne, Samuel A.; … - In: International review of financial analysis 78 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013252466

Digesting the Profitability and Investment Premiums : Evidence from the Short Selling Activity

Wang, Yizhi - 2019

This paper highlights the effects of short selling activity on the profitability and investment premiums. Recently, Fama and French (2015) extend their three-factor asset pricing model by adding profitability and investment factors. Using short interest as a proxy to measure the short selling...

Persistent link: https://www.econbiz.de/10012902402

Misvaluation comovement, market efficiency and the cross-section of stock returns: evidence from China

Luo, Yan; Ren, Jinjuan; Wang, Yizhi - In: Economic systems 39 (2015) 3, pp. 390-412

Persistent link: https://www.econbiz.de/10011532294

Capital market opening and stock price crash risk : evidence from the Shanghai-Hong Kong stock connect and the Shenzhen-Hong Kong stock connect

Zhang, Ping; Sha, Yezhou; Wang, Yu; Wang, Tewei - In: Pacific-Basin finance journal 76 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013552680

The predictability of iron ore futures prices : a product-material lead-lag effect

He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: The journal of futures markets 43 (2023) 9, pp. 1289-1304

Persistent link: https://www.econbiz.de/10014339412

Hedging pressure momentum and the predictability of oil futures returns

Yu, Dan; Chen, Chuang; Wang, Yudong; Zhang, Yaojie - In: Economic modelling 121 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014384325

Insider sales and corporate bond yield spread : evidence from China

Ma, Yong; Zhang, Hongming; Wang, Yuanyuan - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 12, pp. 3757-3775

Persistent link: https://www.econbiz.de/10014384849

Forecasting the stock risk premium : a new statistical constraint

Hao, Xianfeng; Wang, Yudong - In: Journal of forecasting 42 (2023) 7, pp. 1805-1822

Persistent link: https://www.econbiz.de/10014432771

Does geopolitical risk influence China's defence sector returns?

Wang, Yu; Liu, Yun - In: Peace economics, peace science and public policy 29 (2023) 3, pp. 279-287

Persistent link: https://www.econbiz.de/10014375229